Manager - Model Validation - Credit Risk Manager - Model Validation - Credit Risk …

Eximius Finance
à Londres, Angleterre, Royaume-Uni
CDI, Plein-temps
Dernière candidature, 21 sept. 20
£90,000
Eximius Finance
à Londres, Angleterre, Royaume-Uni
CDI, Plein-temps
Dernière candidature, 21 sept. 20
£90,000
My client, a Tier 1 investment bank, are looking to add manager level model validators with experience working on Credit Risk Models.

Responsibilities

  • Carry out independent validation of new and existing credit risk models. 
  • Review the model development process including assessment of model components against regulatory requirements. 
  • Provide quantitative assessment of models performance using statistical testing. 
  • Work with internal teams to improve existing models. 
  • Manage end to end validation of credit risk models. 

 

Essential Requirements

  • Minimum masters degree in a statistical subject including, Statistics, Economometrics, Mathematics or quant. 
  • Proven working experiene in quantitative modelling or model validation in credit risk. 
  • Strong regulatory knowledge (CRR, PRA, EBA) 
  • Great statistical and data analysis skills including SAS, R and C++. 
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